Audacity – It is free, open source software for recording and editing sounds with the possibility to load VST effects.
For win, mac and linux.

AUdio CHecker – It simulates an elastic and reflective surface that vibrates with sounds. It takes audio from the microphone to simulate a vibrating surface.
It seems to run on win, mac and linux, but read the INSTALL NOTES with attention.

Baudline – It is a time-frequency browser designed for scientific visualization of the spectral domain. Signal analysis is performed by Fourier, correlation, and raster transforms that create colorful spectrograms with vibrant detail. Conduct test and measurement experiments with the built in function generator, or play back audio files with a multitude of effects and filters. The baudline signal analyzer combines fast digital signal processing, versatile high speed displays, and continuous capture tools for hunting down and studying elusive signal characteristics.
Excellent, for linux and mac.

BSound – Attention, I think some needful links are not available on the site.
For mac OS X and windows.

Canary – Canary is a software tool for the digital acquisition, manipulation, analysis, and measurement of sound on Macintosh computers. Canary was developed by the Cornell Bioacoustics Research Program with support from the National Science Foundation and the Cornell Lab of Ornithology to provide a low-cost, user-friendly research and teaching environment tailored to the needs of biologists working with acoustic signals.
Canary runs only on Macintosh computers booted under Mac OS 9.2 and older.

Daqarta – It turns your Windows sound card into a precision laboratory instrument, loaded with advanced features. Put your sound card to work! Try Daqarta v5.10 for free for 30 sessions or 30 days. But, even if you don’t buy, Daqarta will keep on working with only the signal inputs and Pro features disabled. Essentially, it reverts to a freeware signal generator, plus advanced Daqarta features. Look at the site.
Only for win.

Madde – An additive, real-time, singing synthesiser by the great Svante Granqvist. We can create artificial vocal sounds and vowels manipulating overtones and formants. It’s fantastic.
If you want, look at my Madde video on my Youtube page.

Praat – It is a program for speech analysis and synthesis written by Paul Boersma and David Weenink at the Department of Phonetics of the University of Amsterdam. It is a research, publication, and productivity tool for phoneticians.
For linux, mac, win.

Pure Data – Like Max/MSP, Pd is a “patcher” programming language, but Open Source. It is a real-time graphical programming environment for audio, video, and graphical processing. It is the third major branch of the family of patcher programming languages known as Max (Max/FTS, ISPW Max, Max/MSP, jMax, etc.) originally developed by Miller Puckette and company at IRCAM.
Pd was created to explore ideas of how to further refine the Max paradigm with the core ideas of allowing data to be treated in a more open-ended way and opening it up to applications outside of audio and MIDI, such as graphics and video.
For linux, mac and win.

Raven Lite – It is a free software program that lets users record, save, and visualize sounds as spectrograms and waveforms. Raven Lite is intended for students, educators, and hobbyists, and can be used for learning about sounds, as an aid in birdsong recognition, and in musical instruction.
For win and mac.

Signal Inspector – Signal Inspector is a Mac OS X application that was created to suit my needs when doing some audio electronics work. It consists of a number of signal generation and analysis tools with simple interfaces.
Only for mac.

Snd – complete sound editor. It currently runs on nearly all Unix-based systems, including Mac OSX and Cygwin. It might even run on others if the GUI support is omitted. It allows 3D sonograms.

Sonic Visualiser – The aim of Sonic Visualiser is to be the first program you reach for when want to study a musical recording rather than simply listen to it. As well as a number of features designed to make exploring audio data as revealing and fun as possible, Sonic Visualiser also has powerful annotation capabilities to help you to describe what you find, and the ability to run automated annotation and analysis plugins in the Vamp analysis plugin format – as well as applying standard audio effects. Sonic Visualiser will be of particular interest to musicologists, archivists, signal-processing researchers and anyone else looking for a friendly way to take a look at what lies inside the audio file.
For linux, OS/X, and win.

Sonogram Visible Speech – Sonogram has been programmed at the German Research Center for Artificial Intelligence (Deutsches Forschungszentrum fuer Kuenstliche Intelligenz DFKI, www.dfki.de), and is a 3D tool (it needs Java3D) to analyze speech and sound signals with FFT.
For win, mac and linux.
To download Java 3D you click here and select your platform.

Sound Analysis Pro – Sound Analysis Pro (SA+) is a software & hardware system designed specifically to manage the acquisition and analysis of animal vocalization. SA+ eliminates much of the efforts involved in maintaining long-term vocal learning experiments, allowing automated acquisition and analysis of large amounts of sound data, scheduled training and on-line monitoring of behavior of several animals simultaneously. SA+ is an open code freeware with several options and extensions that can be implemented. The data acquisition component continuously monitors sounds and perform online sound analysis to recognize and record sounds of specific category (e.g., birdsongs). The training component performs a fully automated operant-training with song playbacks and provides on-line summary of vocal changes.
Only for win.

SoundHack – SoundHack is a soundfile processing program for the Macintosh. It performs many utility and esoteric sound processing functions available nowhere else. These functions make SoundHack invaluable to computer musicians, sound effects designers, multimedia artists, webmasters and anyone else who enjoys working with sound. Look at here.

Speech Tools – You can use Speech Analyzer to do the following tasks: perform fundamental frequency, spectrographic and spectral analysis, and duration measurements, add phonemic, orthographic, tone, and gloss transcriptions to phonetic transcriptions in an interlinear format, perform ethnomusicological analysis of music recordings, use slowed playback, repeat loops and overlays to assist with perception and mimicry of sounds for language learning. It is very useful to formants analysis.
I think only for win.

UCL – CochSim – CochSim is a dynamic simulation of the time and frequency analysis performed by the ear. Sound signals such as sinewaves, pulse trains, sawtooth waves and vowels can be fed into an auditory filterbank and the output monitored in a moving animated display. The program shows the vibration of the oval window and the basilar membrane, the haircell activity against filter frequency and time, and an average excitation pattern across the cochlea.
Only for win.

UCL – EFXHist – It is a free program for the analysis of jointly-recorded speech and laryngograph signals. EFXHIST calculates the locations of every pitch period in the recording using the laryngograph signal then produces statistics of voicing, fundamental frequency, closed quotient, jitter, shimmer, etc.
Only for win.

UCL – Esection – ESection is a free program for calculating and displaying spectral and other related analyses of sections of a speech signal. It can be used to demonstrate the different spectral properties of elements of speech. It can also calculate an LPC spectrum, autocorrelation and cepstrum analyses, and can display the signal as a waveform or as a spectrogram. It automatically finds formant and fundamental frequency values.
Only for win.

UCL – ESynth – ESynth is a free program designed to explain the harmonic analysis and synthesis of signals. With ESynth you can create signals by adding together individual sinusoidal waveforms (sinewaves) and study the resulting waveform and spectrum. You can also perform an analysis of an input waveform, to see how a given sound can be represented in terms of a sum of sinewaves.
Only for win.

UCL – ESystem – ESYSTEM is a free program for experimenting with signals and systems. With ESYSTEM you can see the effect of simple systems on a range of simple signals. You can generate simple signals such as sinewaves, pulses, pulse trains, sawtooth and noise; you can pass them though systems such as an amplifier, a resonator, a low-pass, high-pass or band-pass filter, or a vocal tract model. You can observe the effect on the input and output waveforms and the input and output spectra. Now includes extensive tutorial.
Only for win.

UCL – RTSpect – RTSPECT is a free program for displaying a real-time waveform and spectrum display of an audio signal on WIndows computers. With RTSPECT you can monitor the waveform and spectral shape of sounds being played into the computer’s microphone or line input ports. RTSPECT can display one or two-channel audio signals.
Only for win.

UCL – SFS – The Speech Filing System (SFS) is a free software suite systems for the storage and analysis of speech data. It performs standard operations such as acquisition, replay, display and labelling, spectrographic and formant analysis and fundamental frequency estimation. It comes with a large body of ready made tools for signal processing, synthesis and recognition, as well as support for your own software development.
For win and unix.

UCL – VTDemo – VTDemo is a free program designed to demonstrate how the vocal tract generates different sounds. With VTDemo you can play larynx buzz through a vocal tract that can be manipulated in shape and hear the results. Great!
Only for win.

Visual Analyser – It is a complete professional real time software, transform your PC in a complete set of instruments; no new hardware necessary (you can use the Sound Card of your PC) or you can use a specific external hardware.
Only for win.

ZynAddSubFX – It is a open source software synthesizer capable of making a countless number of instruments, from some common heared from expensive hardware to interesting sounds that you’ll boost to an amazing universe of sounds. An incredible synth software (not only).
For win and linux.

Wave Surfer – It is an Open Source tool for sound visualization and manipulation. It has been designed to suit both novice and advanced users. WaveSurfer has a simple and logical user interface that provides functionality in an intuitive way and which can be adapted to different tasks. It can be used as a stand-alone tool for a wide range of tasks in speech research and education. Typical applications are speech/sound analysis and sound annotation/transcription. WaveSurfer can also serve as a platform for more advanced/specialized applications. This is accomplished either through extending the WaveSurfer application with new custom plug-ins or by embedding WaveSurfer visualization components in other applications.
For win, linux, and mac.

WildSpectra – The WildSpectra programs record, display, and analyze spectrograms (also called sonagrams) on any Mac computer. WildSpectra opens a sound file (AIFF, WAV, or SD2 formats, 22.05 or 44.1 KHz digitizing rates, monaural), including files from digital recorders, and displays spectrograms of the file. It can open very big files and spread the spectrograms all over your screen (even a 30-inch screen). You can also edit the file, save PICT files of spectrograms, display frequency and time sections, log time-frequency points from the spectrograms by clicking your mouse, and if you are lucky even collect data automatically.
WildSpectraLive records sounds on your Mac and displays spectrograms in real time.

To finish, at the moment, this next link is a great list of free virtual synthesizers, VST, sequencers, emulations, … but perhaps all for win, but I am sure that some of them run on mac and linux too: